scientific article; zbMATH DE number 3797018
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Publication:4742153
asymptotic distributionsbibliographychanges of scalecomplete symmetrycovariance matricescovariance structuresestimability of parametersfactor analysisinvariancemaximum likelihoodmodel selectionmultiple battery factor analysismultivariate normalnested modelsregression modelssurvey of structural modelstests of fitToeplitz structure
Cited in
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- Least-squares theory based on general distributional assumptions with an application to the incomplete observations problem
- Analysis of covariance and correlation structures
- Identifiability of factor analysis: Some results and open problems
- Analysis of conditional covariance structure models
- A new estimator of the uniqueness in factor analysis
- On the asymptotic bias of estimators under parameter drift
- Asymptotic equivalence of unique variance estimators in marginal and conditional factor analysis models
- Robust statistics for test-of-independence and related structural models
- The comparative efficacy of imputation methods for missing data in structural equation model\-ing.
- Variable selection for structural models
- Asymptotic expansions of the distributions of the chi-square statistic based on the asymptotically distribution-free theory in covariance structures
- A modified Newton method for constrained estimation in covariance structure analysis
- Factor and ideal point analysis for interpersonally incomparable data
- Use of non-normality in structural equation modeling: Application to direction of causation
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